Anic Equity¶

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Total return since start: 0.559 %¶

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Equity now: -----------------------------> 47622.85 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46228.45 Kr¶

PnL: ---------------------------------------> -660.12 Kr¶

DD now: ---------------------------------> -2.071 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 09:28:11.054539'

Anic Portfolio¶

Today¶

Return: 0.397 %¶

This Week¶

Return: -0.605 %¶

Total¶

Return: 55.905 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 1.630000 2835.000000 199.000000 7.550000 2636.000010
HMS Networks 2 15.380000 798.000000 125.000000 18.570000 673.000000
FM Mattsson Mora Group B 50 0.830000 3035.000000 108.000000 3.690000 2927.000000
SAAB B 8 0.560000 3427.200000 50.200000 1.490000 3377.000000
Beijer Electronics Group 26 -3.970000 3016.000000 45.000000 1.510000 2971.000006
Corem Property Group B 59 0.570000 620.680000 43.680000 7.570000 576.999999
MedCap 2 0.650000 464.000000 43.000000 10.210000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.840000 395.300000 40.300000 11.350000 355.000000
Intrum 4 4.560000 554.400000 27.400000 5.200000 527.000000
Resurs Holding 22 -0.220000 600.600000 26.600000 4.630000 573.999998
AcadeMedia 12 -0.410000 583.200000 26.200000 4.700000 557.000004
Boozt 12 0.000000 1668.000000 14.000000 0.850000 1653.999996
Fastighetsbolag. Emilshus Pref 21 0.000000 575.400000 13.400000 2.380000 562.000005
Eastnine 4 0.000000 502.400000 11.400000 2.320000 491.000000
Securitas B 6 -0.170000 577.800000 7.800000 1.370000 570.000000
Swedbank A 3 -1.450000 571.350000 7.350000 1.300000 564.000000
OEM International B 7 -0.650000 534.100000 6.100000 1.160000 527.999997
Norva24 Group 16 0.410000 548.480000 5.480000 1.010000 543.000000
Essity A 4 3.220000 1154.000000 5.000000 0.440000 1149.000000
Karnov Group 9 0.000000 540.900000 4.900000 0.910000 536.000004
Samhällsbyggnadsbo. i Norden D 12 1.070000 250.320000 4.320000 1.760000 246.000000
Coor Service Management Hold. 8 0.070000 535.600000 3.600000 0.680000 532.000000
Creaspac SPAC 6 0.210000 578.400000 1.400000 0.240000 577.000002
Essity B 2 2.500000 573.200000 -0.800000 -0.140000 574.000000
CTEK 13 0.340000 530.920000 -3.080000 -0.580000 533.999999
Midsona B 63 1.800000 571.410000 -11.590000 -1.990000 582.999984
Handelsbanken A 5 -1.480000 531.750000 -14.250000 -2.610000 546.000000
Nordea Bank Abp 29 -1.350000 3422.000000 -32.000000 -0.930000 3453.999992
International Petroleum Corp. 5 0.630000 556.000000 -38.570000 -6.490000 594.565215
Vivesto 1368 2.100000 544.740000 -68.260000 -11.140000 612.999432
Sampo Oyj SDB 7 -1.650000 3752.000000 -98.000000 -2.550000 3850.000000
Fasadgruppen Group 35 1.160000 3675.000000 -136.000000 -3.570000 3810.999990
Axfood 13 -1.600000 3519.100000 -236.900000 -6.310000 3756.000001
OX2 18 0.450000 1409.400000 -254.600000 -15.300000 1663.999992
Ovzon 52 0.560000 2776.800000 -585.200000 -17.410000 3361.999992
TOTAL 46228.450000 -660.120000 -2.07083% 46888.564618

Updated:¶

'2023-01-26 09:28:23.911363'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶